Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.57 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47942.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46547.75 Kr¶

PnL: ---------------------------------------> -340.82 Kr¶

DD now: ---------------------------------> -1.413 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 13:46:30.542115'

Anic Portfolio¶

Today¶

Return: 0.861 %¶

This Week¶

Return: 0.861 %¶

Total¶

Return: 56.952 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 0.000000 3135.600000 164.600000 5.540000 2971.000006
Corem Property Group B 59 4.220000 670.240000 93.240000 16.160000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.270000 447.400000 92.400000 26.030000 355.000000
HMS Networks 2 1.630000 723.600000 50.600000 7.520000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Samhällsbyggnadsbo. i Norden D 12 4.540000 270.960000 24.960000 10.150000 246.000000
Boozt 12 0.360000 1676.400000 22.400000 1.350000 1653.999996
Nordea Bank Abp 29 0.740000 3474.780000 20.780000 0.600000 3453.999992
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Coor Service Management Hold. 8 0.510000 548.800000 16.800000 3.160000 532.000000
Midsona B 63 0.960000 597.870000 14.870000 2.550000 582.999984
Intrum 4 1.540000 540.600000 13.600000 2.580000 527.000000
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
MedCap 2 1.890000 432.000000 11.000000 2.610000 421.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Norva24 Group 16 -0.230000 552.000000 9.000000 1.660000 543.000000
Resurs Holding 22 -0.410000 582.560000 8.560000 1.490000 573.999998
AcadeMedia 12 0.730000 565.440000 8.440000 1.520000 557.000004
Karnov Group 9 -1.790000 541.800000 5.800000 1.080000 536.000004
Essity B 2 0.310000 578.200000 4.200000 0.730000 574.000000
Handelsbanken A 5 0.410000 548.000000 2.000000 0.370000 546.000000
Securitas B 6 1.260000 570.720000 0.720000 0.130000 570.000000
Creaspac SPAC 6 -0.620000 575.400000 -1.600000 -0.280000 577.000002
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 0.000000 561.000000 -3.000000 -0.530000 564.000000
CTEK 13 1.360000 524.940000 -9.060000 -1.700000 533.999999
SAAB B 8 2.120000 3352.000000 -25.000000 -0.740000 3377.000000
International Petroleum Corp. 5 2.690000 534.500000 -60.070000 -10.100000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.370000 3776.500000 -73.500000 -1.910000 3850.000000
OX2 18 -1.520000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 0.400000 3569.800000 -186.200000 -4.960000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.910000 3433.500000 -377.500000 -9.910000 3810.999990
TOTAL 46547.750000 -340.820000 -1.41325% 46888.564618

Updated:¶

'2023-01-16 13:46:43.200563'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶